Three-level parallel J-Jacobi algorithms for Hermitian matrices

DOI10.1016/J.AMC.2011.11.067zbMATH Open1244.65055arXiv1008.4166OpenAlexW1659328298MaRDI QIDQ426641FDOQ426641

Aleksandar Ušćumlić, Sanja Singer, Davor Davidović, Saša Singer, Krešimir Bokulić, Vedran Novaković

Publication date: 11 June 2012

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Abstract: The paper describes several efficient parallel implementations of the one-sided hyperbolic Jacobi-type algorithm for computing eigenvalues and eigenvectors of Hermitian matrices. By appropriate blocking of the algorithms an almost ideal load balancing between all available processors/cores is obtained. A similar blocking technique can be used to exploit local cache memory of each processor to further speed up the process. Due to diversity of modern computer architectures, each of the algorithms described here may be the method of choice for a particular hardware and a given matrix size. All proposed block algorithms compute the eigenvalues with relative accuracy similar to the original non-blocked Jacobi algorithm.

Full work available at URL: https://arxiv.org/abs/1008.4166

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zbMATH Keywords

efficiencyeigenvaluesnumerical examplesalgorithmeigenvectorparallel computationHermitian matricesblock strategiesJacobi algorithm

Mathematics Subject Classification ID

Parallel numerical computation (65Y05) Complexity and performance of numerical algorithms (65Y20) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

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Cited In (9)

• Full block \(J\)-Jacobi method for Hermitian matrices
• Block-oriented \(J\)-Jacobi methods for Hermitian matrices
• EFFICIENT NUMERICAL DIAGONALIZATION OF HERMITIAN 3 × 3 MATRICES
• Title not available (Why is that?)
• A Kogbetliantz-type algorithm for the hyperbolic SVD
• Asymptotic quadratic convergence of the serial block-Jacobi EVD algorithm for Hermitian matrices
• Convergence to diagonal form of block Jacobi-type methods
• Novel modifications of parallel Jacobi algorithms
• Bit-level systolic algorithms for real symmetric and Hermitian eigenvalue problems

Uses Software

• mctoolbox

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